Monte Carlo Integration Library 1.0
High-performance Monte Carlo methods for numerical integration and optimization
montecarlo Directory Reference
Directory dependency graph for montecarlo:

Directories

 domains
 
 estimators
 
 integrators
 
 mcmc
 
 optimizers
 
 proposals
 
 rng
 
 utils
 

Files

 geometry.hpp
 Core geometric types for Monte Carlo integration.